+183.5%
TECH vs TCOM
-10.5%
+194.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.3% | +1.0% | 0.0% |
| 7D | -0.5% | -6.5% | +6.0% | +0.6% |
| 30D | 0.0% | -16.2% | +16.2% | +2.8% |
| 3M | +37.4% | -19.3% | +56.8% | +41.3% |
| 6M | +36.9% | -27.2% | +64.1% | +43.0% |
| YTD | +23.1% | -46.2% | +69.3% | +34.9% |
| 1Y | +42.2% | -46.6% | +88.9% | +56.0% |
| 3Y | +1.9% | +8.4% | -6.4% | -4.5% |
| 5Y | -42.9% | +25.8% | -68.7% | -50.9% |
| All | +183.5% | -10.5% | +194.1% | +149.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TCOM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling